How can I move my character's foot in the direction I chose with a key input?
I am new as well. But i am pretty sure you would not create the event in blender, but a game engine. 

To explain, in Blender you would create an animation of, lets say a swinging sword, and save that animation to your model.

Now that your model has an animation you would load your model into a game engine (such as Unity or UE4) and in the game engine you would setup your input handler (When i click, play swinging sword animation)

Like I said, I am new as well so I probably need someone to confirm.